Sentences with phrase «over the rate sensitivity»

One of a handful of exceptions to that assumption, however, is concern over the rate sensitivity of low volatility «smart beta» funds.

One of a handful of exceptions to that assumption, however, is concern over the rate sensitivity of low volatility «smart beta» funds.

Not exact matches

Unlike traditional bond funds, a DMF's price sensitivity to changes in interest rates declines gradually over time, approaching zero near the fund's target end - date.

Unlike traditional bond funds, a DMF's price sensitivity to changes in interest rates declines gradually over time, approaching zero near its target end date.

Chief executive John O'Connell said: «Not only have savers had very little to celebrate over the last eight years because of rock bottom interest rates, but many will rightly be angry that staff are then spending huge sums of money on lavish parties for themselves... It would be right to consider these sensitivities when planning any future function.»

As a bond moves towards its maturity over time, its interest rate sensitivity gradually declines, eventually to zero at maturity.

Consequently, unlike traditional bond funds, a DMF's price sensitivity to changes in interest rates declines gradually over time, approaching zero near its target end date.

What we have seen actually is a significant lengthening of duration, which is the interest rate sensitivity of bond markets over the last 10 years or so.

The fixed - income duration remained flat at just over two years, meaning that this portion of the portfolio should have little sensitivity to interest - rate movement.

Within credit we prefer up - in - quality exposures and favor the U.S. over Europe, where richer valuations mean lower income potential and higher sensitivity to interest rates.

There's kind of a rule of thumb in Asset - Liability management, that you match liquidity over the next 12 months, and match interest rate sensitivity overall.

So, in terms of actual interest rate sensitivity, the over 10 years bucket is probably only a little more sensitive to change in rates than the 5 - 10 year bucket.

The S&P STRIDE LDI component is designed to approximate the sensitivity of the cost of income to interest rates and inflation, so even as the account balance changes, the estimated retirement income is steady over time.

Consequently, unlike traditional bond funds, a DMF's price sensitivity to changes in interest rates declines gradually over time, approaching zero near its target end date.

Europe is showing its sensitivity to uncertainty over when the fed will start to raise rates.

Unlike traditional bond funds, a DMF's price sensitivity to changes in interest rates declines gradually over time, approaching zero near the fund's target end - date.

If a less specific group of bonds can be delivered to create a new unit, i.e., the bonds must satisfy certain constraints on issuer percentages, issue sizes, duration [interest rate sensitivity], convexity [sensitivity to interest rate sensitivity], sector percentages, option - adjusted spread / yield, etc., then arbitrage can proceed more rapidly, and premiums over NAV should be smaller.

Furthermore, the in - game options menus give you full control over VSync, refresh rates, key binds, the field of view, aspect ratios (including 21:9), mouse acceleration, mouse and controller sensitivity, and of course, graphics settings.

CO2 emissions in particular continue to increase at a rapid rate; ii) the effect of these gases is to warm the climate and it is very likely that most of the warming over the last 50 years was in fact driven by these increases; and iii) the sensitivity of the climate is very likely large enough that serious consequences can be expected if carbon emissions continue on this path.

At the low end of sensitivity, we are living in a period of over reaction by the climate and the rate of warming should tend to revert lower towards the equilibrium value.

Transient climate sensitivity: The global mean surface - air temperature achieved when atmospheric CO2 concentrations achieve a doubling over pre-industrial CO2 levels increasing at the assumed rate of one percent per year, compounded.

If I understood Armour's paper correctly, he claimed that all feed - backs were close to linear in response to temperature over time, but that different regional warming rates (specifically, slow warming at high latitudes) could make the feed - backs and sensitivity appear to increase with time.

This was my mental equation dF = dH / dt + lambda * dT where dF is the forcing change over a given period (1955 - 2010), dH / dt is the rate of change of ocean heat content, and dT is the surface temperature change in the same period, with lambda being the equilibrium sensitivity parameter, so the last term is the Planck response to balance the forcing in the absence of ocean storage changes.

The relatively slow rate of warming over the past decade has lowered some estimates of climate sensitivity based on surface temperature records.

There is no missing heat in this model, but there is an acknowledgement that the negative feedback on the lapse rate is an important factor that suppresses a high climate sensitivity over the ocean.